Feature: Implement merge_headers

Implement and document `merge_headers`
for all other ESPs that can support it. (See #371
for base and Amazon SES implementation.)

Closes #374

anymail/backends/sendgrid.py

@@ -92,6 +92,7 @@ class SendGridPayload(RequestsPayload):
         self.merge_data = {}  # late-bound per-recipient data
         self.merge_global_data = {}
         self.merge_metadata = {}
+        self.merge_headers = {}
 
         http_headers = kwargs.pop("headers", {})
         http_headers["Authorization"] = "Bearer %s" % backend.api_key
@@ -116,6 +117,7 @@ class SendGridPayload(RequestsPayload):
             self.expand_personalizations_for_batch()
         self.build_merge_data()
         self.build_merge_metadata()
+        self.build_merge_headers()
         if self.generate_message_id:
             self.set_anymail_id()
 
@@ -216,6 +218,15 @@ class SendGridPayload(RequestsPayload):
                     recipient_custom_args = self.transform_metadata(recipient_metadata)
                     personalization["custom_args"] = recipient_custom_args
 
+    def build_merge_headers(self):
+        if self.merge_headers:
+            for personalization in self.data["personalizations"]:
+                assert len(personalization["to"]) == 1
+                recipient_email = personalization["to"][0]["email"]
+                recipient_headers = self.merge_headers.get(recipient_email)
+                if recipient_headers:
+                    personalization["headers"] = recipient_headers
+
     #
     # Payload construction
     #
@@ -374,6 +385,11 @@ class SendGridPayload(RequestsPayload):
         # and merge_field_format.
         self.merge_metadata = merge_metadata
 
+    def set_merge_headers(self, merge_headers):
+        # Becomes personalizations[...]['headers'] in
+        # build_merge_data
+        self.merge_headers = merge_headers
+
     def set_esp_extra(self, extra):
         self.merge_field_format = extra.pop(
             "merge_field_format", self.merge_field_format